The dynamics of a complex system: The exchange rate crisis in Southeast Asia

We investigate the dynamics of the exchange rate market just after and prior to the 1997 crisis. The return of the exchange rate is well characterized by a power law, with the relaxation exponent to vary significantly across countries.

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Year of publication:	2012
Authors:	Siokis, Fotios M.
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 114.2012, 1, p. 98-101
Publisher:	Elsevier
Subject:	Financial crisis \| Foreign exchange rates crashes \| Power law

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Type of publication:	Article
Classification:	G01 - Financial Crises ; F31 - Foreign Exchange ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	RePEc - Research Papers in Economics

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